+550.3%
CASY vs EXR
+205.9%
+344.4%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.1% |
| 7D | +5.0% | +1.7% | +3.2% | +4.5% |
| 30D | +8.2% | +18.0% | -9.9% | +3.3% |
| 3M | -18.2% | +9.7% | -27.8% | -20.2% |
| 6M | -18.6% | +13.4% | -32.0% | -21.5% |
| YTD | +26.8% | +26.3% | +0.5% | +18.5% |
| 1Y | +31.6% | +27.6% | +4.0% | +22.6% |
| 3Y | +156.5% | +52.2% | +104.3% | +123.4% |
| 5Y | +258.6% | -1.1% | +259.7% | +246.9% |
| 10Y | +550.3% | +216.8% | +333.4% | +349.3% |
| All | +550.3% | +205.9% | +344.4% | +349.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EXR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling